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arXiv:1311.3896 [math.PR]AbstractReferencesReviewsResources

Rates of convergence towards the Fréchet distribution

Carine Bartholmé, Yvik Swan

Published 2013-11-15Version 1

We develop Stein's method for the Fr\'echet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fr\'echet distribution.

Categories: math.PR
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